| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,158.5 |
1,154.2 |
-4.3 |
-0.4% |
1,137.0 |
| High |
1,160.7 |
1,173.4 |
12.7 |
1.1% |
1,157.9 |
| Low |
1,151.1 |
1,146.6 |
-4.5 |
-0.4% |
1,124.3 |
| Close |
1,154.0 |
1,162.2 |
8.2 |
0.7% |
1,153.7 |
| Range |
9.6 |
26.8 |
17.2 |
179.2% |
33.6 |
| ATR |
16.3 |
17.1 |
0.7 |
4.6% |
0.0 |
| Volume |
144,453 |
88,294 |
-56,159 |
-38.9% |
698,149 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,241.1 |
1,228.5 |
1,176.9 |
|
| R3 |
1,214.3 |
1,201.7 |
1,169.6 |
|
| R2 |
1,187.5 |
1,187.5 |
1,167.1 |
|
| R1 |
1,174.9 |
1,174.9 |
1,164.7 |
1,181.2 |
| PP |
1,160.7 |
1,160.7 |
1,160.7 |
1,163.9 |
| S1 |
1,148.1 |
1,148.1 |
1,159.7 |
1,154.4 |
| S2 |
1,133.9 |
1,133.9 |
1,157.3 |
|
| S3 |
1,107.1 |
1,121.3 |
1,154.8 |
|
| S4 |
1,080.3 |
1,094.5 |
1,147.5 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,246.1 |
1,233.5 |
1,172.2 |
|
| R3 |
1,212.5 |
1,199.9 |
1,162.9 |
|
| R2 |
1,178.9 |
1,178.9 |
1,159.9 |
|
| R1 |
1,166.3 |
1,166.3 |
1,156.8 |
1,172.6 |
| PP |
1,145.3 |
1,145.3 |
1,145.3 |
1,148.5 |
| S1 |
1,132.7 |
1,132.7 |
1,150.6 |
1,139.0 |
| S2 |
1,111.7 |
1,111.7 |
1,147.5 |
|
| S3 |
1,078.1 |
1,099.1 |
1,144.5 |
|
| S4 |
1,044.5 |
1,065.5 |
1,135.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,173.4 |
1,132.0 |
41.4 |
3.6% |
18.0 |
1.5% |
73% |
True |
False |
120,779 |
| 10 |
1,173.4 |
1,124.3 |
49.1 |
4.2% |
17.2 |
1.5% |
77% |
True |
False |
128,698 |
| 20 |
1,173.4 |
1,102.4 |
71.0 |
6.1% |
16.1 |
1.4% |
84% |
True |
False |
118,700 |
| 40 |
1,173.4 |
1,086.1 |
87.3 |
7.5% |
16.4 |
1.4% |
87% |
True |
False |
72,038 |
| 60 |
1,173.4 |
1,045.6 |
127.8 |
11.0% |
18.5 |
1.6% |
91% |
True |
False |
49,511 |
| 80 |
1,173.4 |
1,045.6 |
127.8 |
11.0% |
18.6 |
1.6% |
91% |
True |
False |
38,096 |
| 100 |
1,230.0 |
1,045.6 |
184.4 |
15.9% |
19.7 |
1.7% |
63% |
False |
False |
31,001 |
| 120 |
1,230.0 |
1,045.6 |
184.4 |
15.9% |
19.5 |
1.7% |
63% |
False |
False |
26,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,287.3 |
|
2.618 |
1,243.6 |
|
1.618 |
1,216.8 |
|
1.000 |
1,200.2 |
|
0.618 |
1,190.0 |
|
HIGH |
1,173.4 |
|
0.618 |
1,163.2 |
|
0.500 |
1,160.0 |
|
0.382 |
1,156.8 |
|
LOW |
1,146.6 |
|
0.618 |
1,130.0 |
|
1.000 |
1,119.8 |
|
1.618 |
1,103.2 |
|
2.618 |
1,076.4 |
|
4.250 |
1,032.7 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,161.5 |
1,159.6 |
| PP |
1,160.7 |
1,156.9 |
| S1 |
1,160.0 |
1,154.3 |
|